+192.7%
JBL vs VFC
-25.9%
+218.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.9% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | -8.4% | -11.9% | +3.5% | -6.3% |
| 3M | -14.2% | -20.2% | +6.0% | -11.0% |
| 6M | +29.6% | -23.0% | +52.6% | +35.1% |
| YTD | +37.1% | -26.2% | +63.3% | +43.6% |
| 1Y | +49.5% | -13.3% | +62.8% | +51.3% |
| 3Y | +192.7% | -25.5% | +218.1% | +188.9% |
| All | +192.7% | -25.9% | +218.6% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling